For Arizonans Brad Steiger ( The Star People ) and Sherry Hansen Steiger, a magazine editor, these tales mark years of collecting snippets from the twilight zone. The book touches on phenomena both old and new: UFOs and ``Big Foot'' monsters, haunted hotels, spooklights on the prairies, mystery winds and explosions, death prayers and the avenging angel of the Navajo, a Chindi. Many of the stories as related here are too short and too flimsy to sustain interest. The Steigers, unfortunately, have used this book as a clearing-house, cataloguing events rather than delving into how these tales are uniquely Southwestern. (Oct.)